Questions tagged [simplex-method]

Questions that relates to the "simplex algorithm", from the mathematical optimization field

The Simplex Algorithm (Simplex Method), created by George Bernard Dantzig, operates on linear programs of the following canonical form:

\begin{align}\max\quad&c^\top x\\\text{s.t.}\quad& Ax\le b\\\quad & x\ge 0\end{align}

where,

  • $x=(x_{1},x_{2},\cdots,x_{N})$

  • $c=(c_{1},c_{2},\cdots,c_{N})$ where $c$ are the coefficients of the objective $A$, which is a $p\times n$ matrix

  • $b=(b_{1},b_{2},\cdots,b_{N})$ is non-negative

There is a straightforward process to convert any linear program into one in standard form, so using this form of linear program results in no loss of generality.

Reference:

173 questions
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Simplex algorithm — primal or dual?

As far as I know there are two simplex algorithms – primal and dual. They have different halting criteria etc. Before using simplex I have to make a standardization of the LP. So, when do I use primal, and when dual simplex?
khernik
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How to find out whether a linear program is infeasible using the simplex algorithm?

In these notes, finding out whether a linear program (LP) is infeasible via the simplex algorithm is mentioned, but it does not actually go over it. How does one find whether an LP is infeasible using the simplex algorithm?
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The importance of the full-row-rank assumption for the simplex method

Consider a linear programming model in the usual form ready for applying the simplex method. I understand that having the constraint equations' coefficient matrix $A$ be of full row rank means not having any redundancy in the constraints. However,…
6
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1 answer

Understanding why non-basic variables are set to zero in the Simplex Method

I am unable to understand algebraic formulation of Simplex method. When we add slack variables, and solve for finding basic feasible solution, we put free variables equal to zero. My question is: why zero? Being free variables, they could have been…
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1 answer

Simplex Method : Entering Variable

In the Simplex method, a variable that enters the basis, cannot depart the basis in the very next iteration. Please explain..why so ?
Tav
  • 527
6
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2 answers

Show that if $n-m=2$, then the simplex method will not cycle, no matter which pivoting rule is used

Here $n$ is the number of variables and $m$ is the number of constraints. This is the Exercise 3.10 (with asterisk) in the classical textbook Introduction to Linear Optimization by Dimitris Bertsimas and John Tsitsiklis. The solution given by my…
William
  • 1,055
5
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2 answers

Why can't we solve a LP problem just by finding all vertices of feasible region and testing the objective function at each vertex?

Why can't we solve a problem just by finding all vertices of the convex polytope of feasible solutions and testing the objective function at each vertex? My guess is basic solution of LP may not be feasible, or maybe the Time complexity of finding…
4
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1 answer

Intuition behind duality in linear programming

I'm looking for an intuitive explanation of the duality principle in Linear Programming. About having a solution or not: Farkas' Lemma: $A x=b ; x \geq 0$ has a solution <=> $A^T y \geq 0 ; b^T y<0$ doesn't have a solution About optimality: $ \max…
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1 answer

An Optimal Solution which Does Not Satisfy Optimality Condition

I read this theorem in a book about Linear Optimization: In the simplex method, for a minimization problem, a BFS is optimal if all of the reduced costs are negative, i.e. $\forall i \quad z_i-c_i \le 0$. I am curious is the inverse of the above…
Masoud
  • 770
4
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1 answer

Why has the objective function changed from $M=x+y$ to $-M = -16 + 4x + 4y - S_3 - S_4$?

I am studying optimisation and have come across an example of a maximisation problem: maximise $$M=x+y$$ subject to $$x+3y \leq 32 \\ 2x+y \leq 24 \\x+3y \geq 6 \\ 3x+y \geq 10 \\ x,y \geq 0 $$ Apparently we can transform this into a minimisation…
4
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1 answer

Show that if Phase I of the two-phase method ends with an optimal cost of zero then the reduced cost vector will always take the form $(0, 1)$

Consider a linear programming problem of the form: minimize $c^Tx$ subject to: $Ax=b$, $x\geq0$ where $A$ is an $m\times n$ matrix with linearly independent rows. Show that if Phase I of the two-phase method ends with an optimal cost of zero at a…
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1 answer

Is the Simplex Method weaker than other methods?

Given linear program: $$ \text{min } x_1 - x_2 + 2 x_3 $$ s.t.: $$ -3x_1 + x_2 + x_3 = 4 $$ $$ x_1 - x_2 + x_3 = 3 $$ $$ x_i \geq 0; i = \{1,2,3\} $$ a solution by simplex method (with double pass) is not possible, because pivot column is negative.…
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Approximate the function cos(x) by a polynomial of degree N using linear optimization

I want to find an approximation to the cos(x). I formulated the problem as a linear optimization problem as follows: $$ \min \sum_{i=1}^{M} e_i $$ subject to: $-(a_0 + a_1x_i + \dots + a_nx_i^{N})-e_i \leq -\cos(x_i)$ and $a_0 + a_1x_i + \dots +…
3
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1 answer

What after Gomory Cut in Linear Programming?

After applying Gomory Cut (to remove the non-integer solution) in Linear Programming, I don't really know what to do with the new constraint that I get as a result. I have tried to add the new constraint to the most-recent tableau that there is, but…
3
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1 answer

Importance of the Klee-Minty Cube in Optimization

Has anyone ever heard of the Klee-Minty Cube in Optimization? Supposedly, the Klee-Minty Cube shows the "flaws" of the Dantzig's Simplex Algorithm. Supposedly, Dantzig's Simplex Algorithm is unable to optimize (i.e. find optimal values in the…
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